Where is my shopping cart, where do I add PayPal

If you are asking this question you may be after an e-commerce plugin rather than an affiliate marketing plugin. You may find this article "What is Affiliate Marketing?" useful.
This plugin is for promoting and marketing other peoples products in return for a commission rather then selling your own product directly.

All my products are showing as banners

When you create a product for your shop you must choose a category. The default category is 'Banner Advertisement'.
To show products in your store pages choose the category of 'Shop-Page'

Individual Products are 'not found'

You may need to go into your permalink preferences and simply click the save changes to refresh your permalinks after adding the shop. This will only need to be done once.

Can I have the same product as a Banner and a Product

Yes! You can choose multiple categories for each of the product advertisements you create. By default 'Shop Products' and all its children are shown in the shop page. You can fine tune these using categories and other parameters in the shop shortcode.

What options are available with the shortcode

You can select products and banners by category and ID and decide if you want to show child categories or not. For examples see the help documentation in the settings menu

When I upload an image the file name stays blank

If you do not select 'Link URL' as 'File URL' in the media uploader (just above the button where you click 'Insert into Post') then the link is not passed back. Usually the default is 'file' but some themes and WordPress installations change this default and you will have to select it each time you upload an image, or change the default back to file

The shortcodes do not work

The standard shortcode depends on the slug 'shop-product' and 'banner-advert'. If you remove or rename these then you will have to specify the category in the shortcode.
Make sure that you use the slug for the category and not the name.

How can I style the single page different to my default theme page

A full page can be a good way to show more detail for your products.
This is already supported and the title of each product in the shop will link to a full page already.

If you want to customise the look of the full page then you create a file called 'single-pgeek_sas.php' an example is provided in the inc directory of the plugin for TwentyTwelve theme.
You then customise this page as part of your theme - so you don't have to hack any other template files.
PG Simple Affiliate Shop follows the rules of the WordPress page Template Hierarchy See the Codex page here